Nonparametric tests for conditional symmetry in dynamic models
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- Nonparametric tests for conditional symmetry
- Testing for symmetry and conditional symmetry using asymmetric kernels
- A bootstrap approach to test the conditional symmetry in time series models
- A simple test for multivariate conditional symmetry
- A nonparametric test for conditional symmetry in nonstationary and absolutely regular dynamical models
Cites work
- scientific article; zbMATH DE number 3969891 (Why is no real title available?)
- scientific article; zbMATH DE number 3711116 (Why is no real title available?)
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- scientific article; zbMATH DE number 3511293 (Why is no real title available?)
- scientific article; zbMATH DE number 3551694 (Why is no real title available?)
- scientific article; zbMATH DE number 3555234 (Why is no real title available?)
- scientific article; zbMATH DE number 3586345 (Why is no real title available?)
- scientific article; zbMATH DE number 854558 (Why is no real title available?)
- A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic
- A Consistent Nonparametric Test of Symmetry in Linear Regression Models
- A Test for Symmetry Using the Sample Distribution Function
- A central limit theorem under contiguous alternatives
- A consistent test for conditional symmetry in time series models
- A test for normality based on the empirical characteristic function
- A uniform CLT for uniformly bounded families of martingale differences
- An Asymptotically Distribution-Free Test for Symmetry Versus Asymmetry
- Applications of empirical characteristic functions in some multivariate problems
- Asymptotic distribution of a Cramer-von Mises type statistic for testing symmetry when the center is estimated
- Bootstrap Approximations in Model Checks for Regression
- Bootstrap conditional distribution tests in the presence of dynamic misspecification
- Bootstrap procedures under some non-i.i.d. models
- Bootstrapping general empirical measures
- Consistent specification testing for conditional symmetry
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
- Distribution-free specification tests of conditional models
- Jackknife, bootstrap and other resampling methods in regression analysis
- On tail probabilities for martingales
- Significance testing in nonparametric regression based on the bootstrap.
- Some results concerning symmetric distributions
- Testing Symmetry
- Testing for Symmetry
- Testing for symmetric error distribution in nonparametric regression models
- Testing multivariate symmetry
- Testing symmetry of an unknown density function by kernel method
- Tests of symmetry based on watson statistics
- The Lindeberg-Levy Theorem for Martingales
- The empirical characteristic function and its applications
- Two modified Wilcoxon tests for symmetry about an unknown location parameter
- Uniform CLT for Markov chains and its invariance principle: A martingale approach
- Uniform Central Limit Theorems
- Weak convergence and empirical processes. With applications to statistics
- Weak convergence of a self-consistent estimator of the survival function with doubly censored data
- Weak convergence of some classes of martingales with jumps.
- Weighted empirical processes in dynamic nonlinear models.
Cited in
(32)- Powerful Backtests for Historical Simulation Expected Shortfall Models
- A quantile-based test for symmetry of weakly dependent processes
- A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models
- New goodness-of-fit diagnostics for conditional discrete response models
- A simple test for multivariate conditional symmetry
- Specification tests of parametric dynamic conditional quantiles
- Tests for asymmetry in possibly nonstationary dynamic panel models
- Characteristic function of the order statistics of the Student's \(t\) distribution
- Dynamic responses to oil price shocks: conditional vs unconditional (a)symmetry
- Testing for symmetry and conditional symmetry using asymmetric kernels
- A consistent test for conditional symmetry in time series models
- Nonparametric identification and estimation of sample selection models under symmetry
- Bootstrap-assisted tests of symmetry for dependent data
- Conditional stochastic dominance tests in dynamic settings
- Conditional \(L_ p\)-quantiles and their application to the testing of symmetry in non-parametric regression
- A Consistent Nonparametric Test of Symmetry in Linear Regression Models
- Comments on: ``An updated review of goodness-of-fit tests for regression models
- A nonparametric distribution-free test for serial independence of errors
- Consistent specification testing for conditional symmetry
- Asymptotic distribution-free diagnostic tests for heteroskedastic time series models
- Testing conditional asymmetry: a residual-based approach
- Testing Conditional Mean Independence Under Symmetry
- Pairwise distance-based tests for conditional symmetry
- A simple consistent test of conditional symmetry in symmetrically trimmed Tobit models
- Goodness-of-fit tests in semi-linear models
- Nonparametric tests for conditional symmetry
- A non-parametric test of the symmetry of PSID wage--change distributions
- A bootstrap approach to test the conditional symmetry in time series models
- Tests for conditional ellipticity in multivariate GARCH models
- A nonparametric test for conditional symmetry in nonstationary and absolutely regular dynamical models
- Nonparametric Estimation and Symmetry Tests for Conditional Density Functions
- Testing conditional symmetry without smoothing
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